-65.9%
REAL vs SPY
+191.6%
-257.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.2% |
| 7D | -9.8% | +0.1% | -9.9% | -10.0% |
| 30D | -22.1% | +0.1% | -22.1% | -22.3% |
| 3M | +8.6% | +2.0% | +6.6% | +4.0% |
| 6M | -18.7% | +13.0% | -31.7% | -37.1% |
| YTD | -37.5% | +13.5% | -51.1% | -51.8% |
| 1Y | +13.6% | +20.0% | -6.4% | -21.4% |
| 3Y | +252.1% | +77.2% | +175.0% | +11.1% |
| 5Y | -15.7% | +81.9% | -97.5% | -69.5% |
| All | -65.9% | +191.6% | -257.4% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling